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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Andersen, Torben"
~person:"Inoue, Atsushi"
~subject:"Factor analysis"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Induktive Statistik"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Factor analysis
Forecasting model
IV-Schätzung
Induktive Statistik
Statistische Methodenlehre
Estimation theory
17
Schätztheorie
17
Time series analysis
8
Zeitreihenanalyse
8
Statistical inference
6
Volatility
6
Volatilität
6
VAR model
5
VAR-Modell
5
Capital income
4
Kapitaleinkommen
4
Statistical test
4
Statistischer Test
4
Bootstrap
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Bootstrap approach
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Bootstrap-Verfahren
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Estimation
3
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Schätzung
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Autocorrelation
2
Autokorrelation
2
Dynamic equilibrium
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Dynamisches Gleichgewicht
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Faktorenanalyse
2
Fractional integration
2
Frequency domain inference
2
Impulse response
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Nichtlineare Regression
2
Noise Trading
2
Noise trading
2
Nonlinear regression
2
Regression analysis
2
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Andersen, Torben
Inoue, Atsushi
Phillips, Peter C. B.
17
Linton, Oliver
15
Su, Liangjun
14
Li, Qi
12
Chen, Songnian
11
White, Halbert
9
Cai, Zongwu
8
Fan, Yanqin
8
Wang, Qiying
8
Florens, Jean-Pierre
7
Li, Degui
7
Sun, Yiguo
7
Gao, Jiti
6
Hansen, Christian Bailey
6
Lee, Ji Hyung
6
Newey, Whitney K.
6
Robinson, Peter M.
6
Sasaki, Yuya
6
Swanson, Norman R.
6
Tu, Yundong
6
Xiao, Zhijie
6
Bai, Jushan
5
Breunig, Christoph
5
Fan, Jianqing
5
Georgiev, Iliyan
5
Hansen, Bruce E.
5
Horowitz, Joel
5
Kong, Efang
5
Mammen, Enno
5
Shi, Xiaoxia
5
Taylor, Robert
5
Xu, Ke-Li
5
Yu, Ping
5
Andrews, Donald W. K.
4
Chao, John C.
4
Demetrescu, Matei
4
Escanciano, Juan Carlos
4
Ghysels, Eric
4
Hahn, Jinyong
4
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
Barcelona GSE working paper series : working paper
2
CESifo working papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
CREATES research paper
1
Discussion paper / Centre for Economic Policy Research
1
Documentos de trabajo / Banco de España
1
FRB of Dallas Working Paper
1
Journal of monetary economics
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Working paper / Department of Economics, Vanderbilt University
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ECONIS (ZBW)
9
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
5
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
6
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
7
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
Saved in:
8
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
9
Inference on impulse response functions in structural VAR models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
Saved in:
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